Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-30 25.138773 26.700042 28.364207 30.279857 32.436634 34.804862 37.623000
2025-12-07 22.621774 24.721586 27.079926 29.958565 33.425911 37.534510 42.879048
2025-12-14 20.610576 22.870483 25.482118 28.777746 32.909368 38.043005 45.126582
2025-12-21 19.663381 22.122883 25.040431 28.839048 33.789713 40.242361 49.719461
2025-12-28 19.018348 21.656333 24.858549 29.147300 34.942344 42.852667 55.231169
2026-01-04 18.087073 20.762368 24.060769 28.565081 34.808373 43.621785 58.094548
2026-01-11 17.732976 20.556761 24.105461 29.070992 36.181685 46.674776 65.091462
2026-01-18 17.316715 20.239410 23.972020 29.305018 37.163691 49.236599 71.815276
2026-01-25 16.678723 19.598973 23.368370 28.829811 37.036680 50.005316 75.413189
2026-02-01 16.081431 18.983459 22.763417 28.306447 36.779184 50.508470 78.583621
2026-02-08 15.317622 18.118904 21.782569 27.184490 35.506338 49.149497 77.623612
2026-02-15 15.092831 17.961445 21.758909 27.450406 36.428476 51.687342 85.673832
2026-02-22 14.658291 17.564904 21.466422 27.425937 37.094203 54.264938 95.865245
2026-03-01 14.163874 17.073550 21.026478 27.166239 37.381031 56.277764 106.030623
2026-03-08 13.493814 16.308542 20.152939 26.168949 36.292965 55.379918 107.710905
2026-03-15 13.188932 16.033196 19.964478 26.220990 37.028541 58.328024 122.870382
2026-03-22 12.968113 15.862519 19.914309 26.481314 38.157778 62.369339 145.505183
2026-03-29 12.557846 15.407713 19.422441 25.989270 37.838984 63.075213 156.096705
2026-04-05 12.420480 15.333355 19.489695 26.416899 39.307084 68.382703 195.041278
2026-04-12 12.232878 15.178013 19.424838 26.614398 40.347623 72.944919 241.061842
2026-04-19 11.909734 14.814753 19.026174 26.213153 40.129683 74.076782 267.670373
2026-04-26 11.594880 14.453875 18.617195 25.770293 39.782852 74.784776 294.116360
2026-05-03 11.173309 13.926422 17.934384 24.817513 38.290954 71.893419 281.100661